Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47744.26 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46349.3 Kr¶

PnL: ---------------------------------------> -539.27 Kr¶

DD now: ---------------------------------> -1.821 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 16:31:06.484571'

Anic Portfolio¶

Today¶

Return: -0.499 %¶

This Week¶

Return: -0.352 %¶

Total¶

Return: 56.302 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.370000 2828.000000 192.000000 7.280000 2636.000010
Beijer Electronics Group 26 -2.270000 3135.600000 164.600000 5.540000 2971.000006
Corem Property Group B 59 -1.300000 624.810000 47.810000 8.290000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.280000 395.900000 40.900000 11.520000 355.000000
HMS Networks 2 -1.280000 708.000000 35.000000 5.200000 673.000000
Boozt 12 -0.070000 1687.200000 33.200000 2.010000 1653.999996
Resurs Holding 22 0.550000 606.980000 32.980000 5.750000 573.999998
MedCap 2 -2.580000 453.000000 32.000000 7.600000 421.000000
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 0.000000 564.800000 21.800000 4.010000 543.000000
Intrum 4 -0.040000 546.200000 19.200000 3.640000 527.000000
SAAB B 8 -0.240000 3395.200000 18.200000 0.540000 3377.000000
Securitas B 6 1.220000 587.040000 17.040000 2.990000 570.000000
Swedbank A 3 2.030000 580.050000 16.050000 2.850000 564.000000
Eastnine 4 -0.470000 506.400000 15.400000 3.140000 491.000000
OEM International B 7 -0.260000 543.200000 15.200000 2.880000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.180000 575.400000 13.400000 2.380000 562.000005
Coor Service Management Hold. 8 -0.730000 542.800000 10.800000 2.030000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.960000 251.280000 5.280000 2.150000 246.000000
Nordea Bank Abp 29 0.350000 3456.220000 2.220000 0.060000 3453.999992
Handelsbanken A 5 0.180000 547.000000 1.000000 0.180000 546.000000
Creaspac SPAC 6 -0.730000 572.400000 -4.600000 -0.800000 577.000002
CTEK 13 -3.200000 519.480000 -14.520000 -2.720000 533.999999
Essity B 2 -0.850000 558.400000 -15.600000 -2.720000 574.000000
Midsona B 63 -0.880000 564.480000 -18.520000 -3.180000 582.999984
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
Sampo Oyj SDB 7 -0.730000 3815.000000 -35.000000 -0.910000 3850.000000
International Petroleum Corp. 5 -2.960000 558.000000 -36.570000 -6.150000 594.565215
Vivesto 1368 0.790000 555.960000 -57.040000 -9.310000 612.999432
Axfood 13 -1.560000 3603.600000 -152.400000 -4.060000 3756.000001
Fasadgruppen Group 35 2.300000 3577.000000 -234.000000 -6.140000 3810.999990
OX2 18 -1.380000 1420.200000 -243.800000 -14.650000 1663.999992
Ovzon 52 -2.140000 2849.600000 -512.400000 -15.240000 3361.999992
TOTAL 46349.300000 -539.270000 -1.82116% 46888.564618

Updated:¶

'2023-01-24 16:31:19.096340'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶